-24.5%
TE vs RVMD
+536.1%
-560.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.1% |
| 7D | +0.9% | -3.6% | +4.4% | +1.9% |
| 30D | -16.3% | -1.1% | -15.2% | -16.1% |
| 3M | -40.8% | +41.0% | -81.8% | -45.9% |
| 6M | -42.6% | +105.7% | -148.3% | -54.1% |
| YTD | -31.4% | +155.3% | -186.7% | -50.2% |
| 1Y | +144.9% | +402.7% | -257.8% | +36.2% |
| All | -24.5% | +536.1% | -560.6% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling